alternative investments risk report

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bhfgh Risk Report for PE an RE funds AIRR AS A SERVICE

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Page 1: Alternative Investments Risk Report

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Risk Report for PE an RE funds

AIRR

AS A

SERVICE

Page 2: Alternative Investments Risk Report

Our approach !Risk is expected!Investments are risky. Your exposure will depend on the investments specifics.!

We will look at all its aspects with our own eyes and diagnose your portfolios risk exposures.!

We model, measure and monitor!Modelling is what we do.!

We’ll build a model that captures your unique reality.!

As your investments live, we’ll develop your model to fit your management requirements (e.g., for investment strategies, hedging programs, reporting ).!

You take action!We believe our service is the beginning of the risk management process. AIRR will help you take decisions that will reduce or increase your risks.!

AdviceLogic S. à r. l., limited company authorised in Luxembourg, authorisation n° 121145 Boulevard Grande-Duchesse Charlotte, 11 - L-1331 Luxembourg

Context

Making decisions is inherently risky.

Service

AIRR stands for Alternative Investment Risk Report and is a reporting service that helps risk managers and investment managers make informed decisions on their portfolio.

AIRR comes with a live presentation and quarterly updates to reflect market and investments evolutions.

Contact

Christel Boulanger, Risk Manager [email protected] www.advicelogic.com

Page 3: Alternative Investments Risk Report

!Alternative Investments Risk Report !What information is in the report?!AIRR is all about investment risk. Its purpose is to analyse and monitor exposure to the risk factors that matter. No one metric provides all necessary information. The available risk indicators are:!

• IRR-at-Risk : the internal rate of return that is met given a certain level of confidence;!• Market Value-at-Risk (VaR) : the maximum loss given a certain level of confidence;!• Credit VaR : the Value-at-Risk due to counterparty default;!• Stress tests : expected values that assess the vulnerability to exceptional but plausible shocks;!• Liquidity management risk : the ability to meet demands for cash;!• and any other risk measures required.!

!How is the report made available?!The setup of AIRR requires 4 intermediate versions:!

• Version 0.1 - Scope and content : report structure and design;!• Version 0.2 - First results : initial results for model validation and assumptions setting;!• Version 0.3 - Calibration : results with calibrated model;!• Version 1.0 - Final version.!!

The report is provided in PDF format. The risk measures are available in XML formats, including the AIFMD XML report.

AdviceLogic S. à r. l., limited company authorised in Luxembourg, authorisation n° 121145 Boulevard Grande-Duchesse Charlotte, 11 - L-1331 Luxembourg